﻿运筹学（72学时）-中央财经大学管理科学与工程学院
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### 运筹学（72学时）

Operations Research (72 class hours)

Operations Research is a quantitative decision science which builds models to study the quantitative law of people’s activities in order to make rational use of the limited resources and to obtain the approving economic and social efficiency based on modern mathematics, computer and other academic achievements.

Operations Research (72 class hours) mainly interprets the embracement of Programming Theory which includes Linear Programming, Goal Programming, Integral Linear Programming, Non-Linear Programming with their applications and Queuing theory.

Linear Programming branch focuses on explaining its basic definition, geometric meaning, algorithms (both the Simplex Method and the Graphic Method), Duality Theory (which includes the Shadow Price Theory and the Dual Simplex Method), Sensitivity Analysis, Parameter Programming and variety of application problems including the Transportation Problem. As the Transportation Problem being described as a special kind of Linear Programming, the Table Dispatching Method will be primarily introduced beside its applications. Goal Programming Section centralizes on the modeling method, the algorithm and the use of the Multi-object problems. Integral Linear Programming Section will follow a progressive order which starts from the 0-1 Programming to the Assignment Problem. The property, application and the classic algorithms (namely the Cutting-Plane Method, the Branch and Bound Method, the Implicit Enumeration Method and the Hungary algorithm) of the Assignment Problem will be particularly introduced.

Non-Linear Programming branch will be divided into Extreme-Value problems with both constrains and not. The Descent Iterative Algorithm will be discussed based on the function properties, which includes both the direction-searching methods (such as the Gradient Method, the Conjugate Gradient Method and the Variable-Metric Method) and the step-size determination methods (such as the Fibonacci Method and the 0.618 Method) during the Unconstrained Minimizations Section. As for the Constrained Extreme-Value Problem section, algorithms like the Feasible Direction Method and the Constraint function method will be introduced based on the KT condition theory. And the solution and the application of a specific Non-Linear Programming problem namely the Quadratic Programming will also be interpreted.

Queuing Theory branch will mainly analyze the Queuing Models such as the M/M/1 on the basic of elementary knowledge as well as the Optimization problems.

《运筹学》课程教学进度计划

 课程名：运筹学 课时分配 大约第几周完成（教师可调整） 36学时 54学时 72学时 第一章：运筹学概论 2 0.5 第二章：线性规划与单纯形法 10 3 第三章：对偶理论和灵敏度分析 8 5 第四章：运输问题 6 6.5 第五章：线性目标规划 6 8 第六章：整数线性规划 12 11 第七章：无约束问题 10 13.5 第八章：约束极值问题 8 15.5 第九章：排队论 8 17.5 第十章：复习、答疑 2 18 第十一章： 第十二章： 第十三章： 合计 72